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»Forums Index »IQFeed Developer »IQFeed Developer Support »Missing minute candles for PFPT on 9th March 2016
Author Topic: Missing minute candles for PFPT on 9th March 2016 (6 messages, Page 1 of 1)

YDBackTester
-Interested User-
Posts: 5
Joined: Mar 5, 2016


Posted: Mar 12, 2016 07:48 AM          Msg. 1 of 6
I downloaded minute candles for PFPT for 3/9/2016 , and I see some candles are missing, such as:
13:02
14:23
14:33

Maybe some other minute candles are missing....

Please explain

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1752
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Mar 12, 2016 08:27 AM          Msg. 2 of 6
If the stock didn't trade during those minutes, there won't be a bar.

Jay Froscheiser
Vice President, Active Trader Products

22arbi
-Interested User-
Posts: 3
Joined: Jul 2, 2016


Posted: Jul 2, 2016 04:26 PM          Msg. 3 of 6
Is there any possibility to get these 'missing' candles filled (with previous values) directly from the feed?

Or do i have to manipulate the data afterwards in order to have all minute values filled?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 5, 2016 05:24 AM          Msg. 4 of 6
Good morning,

You would need to manipulate the data to suit you if you would like to see bars during these lulls in volume.

Tim

22arbi
-Interested User-
Posts: 3
Joined: Jul 2, 2016


Posted: Jul 16, 2016 10:11 AM          Msg. 5 of 6
When retrieving historical data with 'Interval TimeFrame' (1 sec interval), i also get missing values. (Different seconds do not appear on the feed). You said this may be because there were no trades on that certain period, but, with Interval TimeFrame Requets, I am not getting trade values, but close values.

So it is not supposed that it has always to be a Open/High/Low/Close value for every interval requested? If there was not a single trade, this values would just be flat, but it seems that im not able to get a complete feed with second intervals.

Here you can se, that for example, i do not get 10:00:03 or 10:00:04 values for QHO# 'Interval TimeFrame' (1 sec interval) requesting:

[0] Close 1.4571 double
Date {12/07/2016 10:00:01}

[1] Close 1.4571 double
Date {12/07/2016 10:00:02}

[2] Close 1.4568 double
Date {12/07/2016 10:00:05}

Is it possible to do something with that?

Jose

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 17, 2016 08:52 PM          Msg. 6 of 6
Good evening,

We do not create any data points or bars for times where no data exists. So this would be the expected behavior for us.

Tim
 

 

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